+66.7%
SNXX vs TMO
+13.9%
+52.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.1% | -16.9% | -15.5% |
| 7D | -47.8% | +0.3% | -48.1% | -47.9% |
| 30D | -66.0% | +4.3% | -70.4% | -65.6% |
| 3M | -57.5% | +25.1% | -82.6% | -54.3% |
| 6M | -66.7% | +52.9% | -119.6% | -65.6% |
| All | +66.7% | +13.9% | +52.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling